-45.6%
PEGA vs HRB
+11.7%
-57.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -4.6% | -7.8% | +3.2% | -1.9% |
| 30D | -6.8% | +15.7% | -22.5% | -11.2% |
| 3M | +2.6% | -5.5% | +8.1% | +3.8% |
| 6M | -5.4% | +41.1% | -46.5% | -17.4% |
| YTD | -46.0% | +20.4% | -66.4% | -50.9% |
| 1Y | -45.6% | +15.2% | -60.9% | -49.8% |
| All | -45.6% | +11.7% | -57.3% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling